CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0035 |
0.0034 |
0.3% |
0.9919 |
| High |
1.0038 |
1.0038 |
0.0000 |
0.0% |
1.0032 |
| Low |
0.9995 |
1.0001 |
0.0006 |
0.1% |
0.9889 |
| Close |
1.0034 |
1.0030 |
-0.0004 |
0.0% |
1.0020 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-14.0% |
0.0143 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
53,639 |
57,826 |
4,187 |
7.8% |
355,399 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0119 |
1.0050 |
|
| R3 |
1.0097 |
1.0082 |
1.0040 |
|
| R2 |
1.0060 |
1.0060 |
1.0037 |
|
| R1 |
1.0045 |
1.0045 |
1.0033 |
1.0034 |
| PP |
1.0023 |
1.0023 |
1.0023 |
1.0018 |
| S1 |
1.0008 |
1.0008 |
1.0027 |
0.9997 |
| S2 |
0.9986 |
0.9986 |
1.0023 |
|
| S3 |
0.9949 |
0.9971 |
1.0020 |
|
| S4 |
0.9912 |
0.9934 |
1.0010 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0358 |
1.0099 |
|
| R3 |
1.0266 |
1.0215 |
1.0059 |
|
| R2 |
1.0123 |
1.0123 |
1.0046 |
|
| R1 |
1.0072 |
1.0072 |
1.0033 |
1.0098 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9993 |
| S1 |
0.9929 |
0.9929 |
1.0007 |
0.9955 |
| S2 |
0.9837 |
0.9837 |
0.9994 |
|
| S3 |
0.9694 |
0.9786 |
0.9981 |
|
| S4 |
0.9551 |
0.9643 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9955 |
0.0087 |
0.9% |
0.0048 |
0.5% |
86% |
False |
False |
65,122 |
| 10 |
1.0042 |
0.9889 |
0.0153 |
1.5% |
0.0051 |
0.5% |
92% |
False |
False |
71,720 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0052 |
0.5% |
49% |
False |
False |
70,222 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0047 |
0.5% |
49% |
False |
False |
60,206 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
49% |
False |
False |
40,629 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
44% |
False |
False |
30,573 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
33% |
False |
False |
24,489 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0044 |
0.4% |
33% |
False |
False |
20,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0135 |
|
1.618 |
1.0098 |
|
1.000 |
1.0075 |
|
0.618 |
1.0061 |
|
HIGH |
1.0038 |
|
0.618 |
1.0024 |
|
0.500 |
1.0020 |
|
0.382 |
1.0015 |
|
LOW |
1.0001 |
|
0.618 |
0.9978 |
|
1.000 |
0.9964 |
|
1.618 |
0.9941 |
|
2.618 |
0.9904 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0026 |
| PP |
1.0023 |
1.0022 |
| S1 |
1.0020 |
1.0019 |
|